Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
DOI10.1007/s10182-020-00379-0zbMath1478.62271OpenAlexW3092441336MaRDI QIDQ2068888
Chenhui Zhang, Kai Yang, Han Li, De-Hui Wang
Publication date: 20 January 2022
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-020-00379-0
logistic regressionexplanatory variablesrandom coefficients modelsthreshold integer-valued autoregressive models
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Point estimation (62F10) Generalized linear models (logistic models) (62J12)
Related Items (7)
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